Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 27-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2014 |
27-May-2014 |
Change |
Change % |
Previous Week |
Open |
144.99 |
144.80 |
-0.19 |
-0.1% |
145.27 |
High |
145.05 |
145.36 |
0.31 |
0.2% |
145.43 |
Low |
144.72 |
144.75 |
0.03 |
0.0% |
144.54 |
Close |
144.93 |
145.23 |
0.30 |
0.2% |
144.93 |
Range |
0.33 |
0.61 |
0.28 |
84.8% |
0.89 |
ATR |
0.45 |
0.46 |
0.01 |
2.6% |
0.00 |
Volume |
5,321 |
73,488 |
68,167 |
1,281.1% |
79,375 |
|
Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.94 |
146.70 |
145.57 |
|
R3 |
146.33 |
146.09 |
145.40 |
|
R2 |
145.72 |
145.72 |
145.34 |
|
R1 |
145.48 |
145.48 |
145.29 |
145.60 |
PP |
145.11 |
145.11 |
145.11 |
145.18 |
S1 |
144.87 |
144.87 |
145.17 |
144.99 |
S2 |
144.50 |
144.50 |
145.12 |
|
S3 |
143.89 |
144.26 |
145.06 |
|
S4 |
143.28 |
143.65 |
144.89 |
|
|
Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.64 |
147.17 |
145.42 |
|
R3 |
146.75 |
146.28 |
145.17 |
|
R2 |
145.86 |
145.86 |
145.09 |
|
R1 |
145.39 |
145.39 |
145.01 |
145.18 |
PP |
144.97 |
144.97 |
144.97 |
144.86 |
S1 |
144.50 |
144.50 |
144.85 |
144.29 |
S2 |
144.08 |
144.08 |
144.77 |
|
S3 |
143.19 |
143.61 |
144.69 |
|
S4 |
142.30 |
142.72 |
144.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
145.36 |
144.54 |
0.82 |
0.6% |
0.44 |
0.3% |
84% |
True |
False |
27,661 |
10 |
145.63 |
144.17 |
1.46 |
1.0% |
0.52 |
0.4% |
73% |
False |
False |
20,123 |
20 |
145.63 |
142.76 |
2.87 |
2.0% |
0.47 |
0.3% |
86% |
False |
False |
10,580 |
40 |
145.63 |
141.43 |
4.20 |
2.9% |
0.33 |
0.2% |
90% |
False |
False |
5,306 |
60 |
145.63 |
140.90 |
4.73 |
3.3% |
0.30 |
0.2% |
92% |
False |
False |
3,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.95 |
2.618 |
146.96 |
1.618 |
146.35 |
1.000 |
145.97 |
0.618 |
145.74 |
HIGH |
145.36 |
0.618 |
145.13 |
0.500 |
145.06 |
0.382 |
144.98 |
LOW |
144.75 |
0.618 |
144.37 |
1.000 |
144.14 |
1.618 |
143.76 |
2.618 |
143.15 |
4.250 |
142.16 |
|
|
Fisher Pivots for day following 27-May-2014 |
Pivot |
1 day |
3 day |
R1 |
145.17 |
145.17 |
PP |
145.11 |
145.10 |
S1 |
145.06 |
145.04 |
|